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ISBN 10: 1932495495
ISBN 13: 978-1932495492
Author: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
This introduction to recent developments in modeling equity returns provides a plain-English, formula-free review of quantitative methods—in particular, the trade-offs that must be made among model complexity, risk, and performance. The monograph also includes the results of a 2005 survey of the modeling practiced at 21 large asset management firms.
Chapter 1 Forecasting Financial Markets
Chapter 2 General Equilibrium Theories: Concepts and Applicability
Chapter 3 Extended Framework for Applying Modern Portfolio Theory
Chapter 4 New Territory: Modeling for Portfolio and Tactical Asset Management
Chapter 5 New Territory: Forecastability and the Long-Term Perspective
Chapter 6 Machine Learning
Chapter 7 Model Selection, Data Snooping, Overfitting, and Model Risk
Chapter 8 Predictive Models of Return
Chapter 9 Model Estimation
Chapter 10 Practical Considerations When Using Optimization Software
Chapter 11 Models in Practice: Industry Survey Results
Chapter 12 Quantitative Modeling Today and Tomorrow
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Tags: Frank Fabozzi, Sergio Focardi, Petter Kolm, Quantitative
